Modelling Nonlinear Economic Relationships (Advanced Texts in Econometrics) - Brossura

Libro 5 di 26: Advanced Texts in Econometrics

Granger, Clive W. J.

 
9780198773207: Modelling Nonlinear Economic Relationships (Advanced Texts in Econometrics)
Brossura
ISBN 10: 019877320X ISBN 13: 9780198773207
Casa editrice: Oxford University Press, USA, 1993

Sinossi

Two leading econometricians present new theoretical work

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

`Very good overview of tests of linearity.'D. Malliaropulos, London Guildhall University

`It is an excellent survey in a very important area.'Dr D. Basu, University of Kent

'provides the reader with a clear and thoughtfully structured guide to the fundamentals of nonlinear time series modelling and highlights the considerable potential of these modelling techniques for applied econometricians ... The authors should be congratulated on bringing this important class of models more fully into the mainstream realm.'S.J. Leybourne, The Economic Journal, Vol 105, No. 428, January 1995

For a reader with a basic knowledge of time series analysis concepts, this book offers an excellent opportunity to catch up on the explosive developments in modeling nonlinear times series ... It is very readable ... An intermediate-to-advanced level of knowledge can be gained by reading the book in its entirety. This would be an ideal resource for a special topics graduate level seminar. For those with great interest in specific topics, there is an extensive reference section ... it is a wise addition to the practicing time-series analyst's reference shelf, whether to dabble or to delve extensively into modeling nonlinear time series. (Journal of American Statistical Association)

L'autore

Clive W. J. Granger is at Centre for Econometric Analysis, California. Timo Terasvirta is at Research Institute of the Finnish Economy.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Oxford University Press, USA
Data di pubblicazione
1993
Lingua
Inglese
ISBN 10 
019877320X
ISBN 13 
9780198773207
Rilegatura
Copertina flessibile
Numero di pagine
200
Contatto del produttore
Messaggerie Libri
ufficio.anagrafiche@meli.it

Via Verdi, 8.
Assago Milano
20090
Italia

Altre edizioni note dello stesso titolo

9780198773191: Modelling Nonlinear Economic Relationships

Edizione in evidenza

ISBN 10:  0198773196 ISBN 13:  9780198773191
Casa editrice: Oxford Univ Pr, 1993
Rilegato